Etymology
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west 

Old English west (adv.) "in or toward the west, in a westerly direction," from Proto-Germanic *west- (source also of Old Norse vestr, Old Frisian, Middle Dutch, Dutch west, Old High German -west, only in compounds, German west), which is of uncertain origin. Perhaps from PIE *wes-, reduced form of *wes-pero- "evening, night" (source also of Greek hesperos, Latin vesper "evening, west;" see vesper). Compare also High German dialectal abend "west," literally "evening." French ouest, Spanish oeste are from English.

As an adjective from late 14c.; as a noun from late 12c. West used in geopolitical sense from World War I (Britain, France, Italy, as opposed to Germany and Austria-Hungary); as contrast to Communist Russia (later to the Soviet bloc) it is first recorded in 1918. West Coast of the U.S. is from 1850; West End of London is from 1776; West Side of Manhattan is from, 1858. The U.S. West "western states and territories" originally (1790s) meant those just west of the Alleghenies; the sense gradually extended as the country grew. To go west "die" was "common during the Great War" [OED, 2nd ed.], perhaps from Celtic imagery or from the notion of the setting sun. In U.S. use, in a literal sense "emigrate to the western states or territories," from 1830.

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Saxon (n.)

c. 1200, Sexun, Saxun, "member of a people or tribe formerly living in northern Germania who invaded and settled in Britain 5c.-6c.," from Late Latin Saxonem (nominative Saxo; also source of Old French saisoigne, French Saxon, Spanish Sajon, Italian Sassone), usually found in plural Saxones, probably from a West Germanic tribal name (represented by Old English Seaxe, Old High German Sahsun, German Sachse "Saxon").

This is traditionally regarded as meaning "warrior with knives" (compare Middle English sax, Old English seax, Old Frisian, Old Norse sax "knife, short sword, dagger," Old High German Saxnot, name of a war-god), from Proto-Germanic *sahsa- "knife," from PIE root *sek- "to cut." But Watkins considers this doubtful.

The word figures in the oft-told tale, related by Geoffrey of Monmouth, who got it from Nennius, of the treacherous slaughter by the Anglo-Saxons of their British hosts:

Accordingly they all met at the time and place appointed, and began to treat of peace; and when a fit opportunity offered for executing his villany, Hengist cried out, "Nemet oure Saxas," and the same instant seized Vortigern, and held him by his cloak. The Saxons, upon the signal given, drew their daggers, and falling upon the princes, who little suspected any such design, assassinated them to the number of four hundred and sixty barons and consuls ....

The OED editors helpfully point out that the murderous shout in correct Old English (with an uninflected plural) would be nimað eowre seax. For other Germanic national names that may have derived from characteristic tribal weapons, see Frank, Lombard. Celtic languages used their form of the word to mean "an Englishman, one of the English race" or English-speaking person in Celtic lands (for example Welsh Sais, plural Seison "an Englishman;" Seisoneg "English;" compare Sassenach).

As an adjective from late 14c. (earlier was Saxish, c. 1200); in reference to the later German state of Saxony (German Sachsen, French Saxe) in central Germany it is attested by mid-14c. Bede distinguished the Anglo-Saxons, who conquered much of southern Britain, from the Ealdesaxe "Old Saxons," who stayed in Germany.

Saxon is the source of the -sex in Essex, Sussex, etc. (compare Middlesex, from Old English Middel-Seaxe "Middle Saxons").

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Anglo-Saxon (n.)

Old English Angli Saxones (plural), from Latin Anglo-Saxones, in which Anglo- is an adjective, thus literally "English Saxons," as opposed to those of the Continent (now called Old Saxons). Properly in reference to the Saxons of ancient Wessex, Essex, Middlesex, and Sussex.

I am a suthern man, I can not geste 'rum, ram, ruf' by letter. [Chaucer, "Parson's Prologue and Tale"]

After the Norman-French invasion of 1066, the peoples of the island were distinguished as English and French, but after a few generations all were English, and Latin-speaking scribes, who knew and cared little about Germanic history, began to use Anglo-Saxones to refer to the pre-1066 inhabitants and their descendants. When interest in Old English writing revived late 16c., the word was extended to the language we now call Old English.

In the last years of the reign of Elizabeth, Camden revived the use of the old name Anglosaxones, and, probably for the first time, used lingua Anglosaxonica for the language of England before the Norman conquest. He explains that Anglosaxones means the Saxons of England, in contradistinction to those of the continent; and, in his English Remains, he, accordingly, renders it by "English Saxons." Throughout the seventeenth century, and even later, "English Saxon" continued to be the name ordinarily applied by philologists to the language of king Alfred, but, in the eighteenth century, this gave place to "Anglo-Saxon." [Henry Bradley, in "Cambridge History of English Literature," 1907]

It has been used rhetorically for "English" in an ethnological sense from 1832, and revisioned as Angle + Saxon.

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Mae West 
type of inflatable life jacket, 1940, military slang, in reference to the screen name of the buxom U.S. film star (1892-1980).
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West Indies 
Caribbean islands explored by Columbus, 1550s, reflecting the belief (or hope) that they were western outliers of the Indies of Asia. Related: West Indian, which is from 1580s in reference to the native inhabitants, 1650s in reference to European settlers there, and 1928 in reference to people of West Indian ancestry.
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go west (v.)
19c. British idiom for "die, be killed" (popularized during World War I), "probably from thieves' slang, wherein to go west meant to go to Tyburn, hence to be hanged, though the phrase has indubitably been influenced by the setting of the sun in the west" [Partridge]. Compare go south.
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West Bank 
in reference to the former Jordanian territory west of the River Jordan, 1967.
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Wessex 
Anglo-Saxon kingdom in southern England, literally "(land of the) West Saxons;" see west + Saxon. Modern use in reference to southwestern England (excluding Cornwall) is from Hardy's novels.
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weald (n.)
Old English (West Saxon) weald "forest, woodland," specifically the forest between the North and South Downs in Sussex, Kent, and Surrey; a West Saxon variant of Anglian wald (see wold). Related: Wealden.
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besmear (v.)
Old English bismierwan, besmyrwan (West Saxon), besmerwan (Anglian); see be- + smear (v.). Related: Besmeared; besmearing.
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